Description

This analysis provides a forecast of OM prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 0.151710 0.179549 0.212210 0.253658 0.305287 0.368042 4.509577e-01
2025-08-24 0.117687 0.151581 0.195728 0.258517 0.347316 0.471214 6.623291e-01
2025-08-31 0.094150 0.130219 0.181604 0.262491 0.391144 0.596261 9.667653e-01
2025-09-07 0.077496 0.114216 0.170960 0.269193 0.444360 0.764158 1.448430e+00
2025-09-14 0.064711 0.100962 0.161287 0.275476 0.503063 0.979931 2.204598e+00
2025-09-21 0.053195 0.087107 0.147256 0.270492 0.542484 1.192644 3.202477e+00
2025-09-28 0.040873 0.069230 0.121847 0.236000 0.507796 1.226994 3.812905e+00
2025-10-05 0.035577 0.062845 0.116392 0.241424 0.570482 1.571423 6.056126e+00
2025-10-12 0.031890 0.058705 0.114414 0.254608 0.664572 2.118559 1.058365e+01
2025-10-19 0.028426 0.054274 0.110757 0.263012 0.755001 2.787626 1.850945e+01
2025-10-26 0.025549 0.050468 0.107572 0.272028 0.858836 3.701360 3.416365e+01
2025-11-02 0.022438 0.045533 0.100510 0.267617 0.915644 4.526287 5.765424e+01
2025-11-09 0.019312 0.040120 0.091337 0.254708 0.938462 5.293676 9.487101e+01
2025-11-16 0.017402 0.037182 0.087870 0.259406 1.049754 7.058316 2.111353e+02
2025-11-23 0.015732 0.034498 0.084436 0.263241 1.168634 9.440067 5.274635e+02
2025-11-30 0.014371 0.032326 0.081917 0.269836 1.319086 13.049028 1.680770e+03
2025-12-07 0.013174 0.030346 0.079469 0.276026 1.484996 18.206359 7.266763e+03
2025-12-14 0.011869 0.027845 0.074806 0.270943 1.575565 23.240494 3.427080e+04
2025-12-21 0.010107 0.023833 0.064484 0.236321 1.405104 21.891483 5.206957e+04
2025-12-28 0.009394 0.022599 0.062903 0.241702 1.573936 30.970446 1.415801e+06
2026-01-04 0.008894 0.021876 0.062852 0.254859 1.846431 48.808558 NaN
2026-01-11 0.008356 0.020951 0.061886 0.263235 2.103094 74.587371 NaN
2026-01-18 0.007877 0.020118 0.061047 0.272227 2.402777 118.034257 NaN